+6.0%
LOW vs FOXA
+90.4%
-84.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.6% |
| 7D | -2.6% | -3.7% | +1.1% | -1.6% |
| 30D | -11.1% | +5.4% | -16.5% | -12.6% |
| 3M | -8.5% | -3.7% | -4.8% | -8.4% |
| 6M | -20.8% | +12.6% | -33.4% | -24.7% |
| YTD | -17.2% | -10.0% | -7.2% | -15.8% |
| 1Y | -24.7% | +15.0% | -39.8% | -29.6% |
| 3Y | -9.7% | +115.1% | -124.8% | -32.6% |
| 5Y | +6.0% | +93.0% | -87.0% | -23.3% |
| All | +6.0% | +90.4% | -84.4% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FOXA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling